MAINT: reduce scope of some variables in indexing code

also improves code generation with gcc-4.8 leading up to a 10%
performance increase on some cpus by removing a stack spill.
Merge pull request #4772 from juliantaylor/scope-red

MAINT: reduce scope of some variables in indexing code
BUG: fix test deleting temporary file before using it on windows

The version check was not valid for python3, though the whole logic can
be removed with a finally clause.
This requires that the savez tests need to cleanup the NpyzFile results
which still hold an open file descriptor.
TST: add a format 2.0 roundtrip test
Merge pull request #4773 from juliantaylor/win-testfix

BUG: fix test deleting temporary file before using it on windows